I don't understand what's wrong! (pics)

[TaylorCranage]

So I just recently bought a Crown of Thorns (euphorbia milii) and when I bought it it was healthy looking with bright pink bracts and the soil it was planted in was completely saturated. I bought it a week ago and placed it in a southern window and haven't watered it yet considering it's winter. All of the bracts have shriveled and most of them have fallen off and I'm not sure what steps to take next. Any advice?

[Buck Hemenway]

The plant looks pretty good. Just getting used to its new home.